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If a "trend" can be taken as a post-hoc assessment of a consistent, non-random move, then the zig-zag on the right needed only three stimuli to go from the beginning to the end. Three! Who knows if they were even related? Was the result only incidentally similar one to the others? The zig-zag...

Theta is a fact -- Taleb and Bachelier notwithstanding.

I stand corrected!

Two quick thoughts: 1) "Composite" and "output" are nouns. If you can re-write your sentence with verbs, you'll attract more knowledgeable responses. 2) Yes: studies across different sets of assets/underlyings must be unitless for meaningful (proportionate) comparison. You're on the right track.

Cart and horse issue here -- become a trader generating reliable income, *before* losing that 9-to-5.

In all kindness, this single sentence was the only part of three separate posts that is correct. :confused:

I would want to plot (AND take a pierson's r of) each of: • NQ and VIX • NQ and VXN, and • NQ and [VIX - VXN] I think that might be mighty interesting. My guess would be the middle one (just because nominally it's more on target), but I'd be open to other results. {this is where the...

Not "will" -- IV is the volatility after backing out the rest of option inputs from the option price -- it's the volatility *implied*by* the that price. So, it's the volatility of the underlying that the market *pricing* that option expects. At that moment. In that space. With the givens news...

You criticized others for sloppy language, but that doesn't apply to you? o_O If you were the manager of such a person, who would you hire? :confused:;) :D

Somebody's got serrrrrrrrious issues. WoooooooooooWOW. WOW. WOWIE wow-wow. or, going the "Whoa!" route......

:rolleyes: Errrrr, the only thing in that list that is [mildly, possibly, not-definitively] pertinent to backtesting would be transaction fees. Issues with data mining, future leaks, over-fitting, and small samples -- these are modeling issues: the horse to the backtesting cart. They're...

I might wish to go naked, were it not for the damn sun. But the sun exists, and does a lot more for me than just produce boils and weeping soreness. So, yeah -- I'll clothe up. But that doesn't make me a victim.

Last time I went to Connecticut, I brought a huge box with me -- filling the back of the car. SO glad to get that out of there. Set it all on a sand bar, as back in days of old -- three nights in a row. Great big fun. I still have a habit of looking at fireworks I see on the ground, trying to...

We live in a democratic Republic, under a Social Contract. We have borne the Leviathan with our votes, we nourish it with our taxes. "We have met the Enemy, and they is us." We can leave at any time. :cool:

[The quote goes something like...] "What is actually giving this New Money value? It *steals* money from the money that already exists." WRONGGGG. That only works in a Ron Paul/(Fixed) Gold Standard world, where a dollar in circulation is matched up one-for-one to a dollar of gold in Ft. Knox...

A troll question, but I'll respond anyway, for the entertainment of others: Why would anyone ever go into debt? Why buy a car? Why buy an education? Why borrow to attain cred for an electric or plumbing apprentice? Why invest in new rail lines, switch yards, tender engines, fuel facilities...

I watched this, wondering 'when [it] would go off the rails?' I found out: it's minute 06:00, for about 20 seconds -- totally off the rails. After that, it's all building on the Whoops! happening right there. It's like "The Flat-Earthers Go Banking." (A book whose time has gone...)

Thank you, Cap't Obvious. :cool: Predictions on ET are public posts on a public forum. You are free to believe the poster to be right, righteous, and dead serious, or wrong, bone-headed, and a joker -- or anything in-between. There are no rules. :p But in the meantime, did you notice what you...

To evaluate any idea or strategem, you need to evaluate how, where, *whether* it might fit in your trading regime. You need a standard. The standard you want is the expected value of any given trade -- its expected wins against its expected losses. You want to google "trading expectancy"...

The actual outward flow of option value due to the passage of time is modeled as going down to the second -- which is hilarious. Anyone who's *watched* a high-theta option has seen it jump overnight, stall in the early morning, jump again at the open, stall through lunch, jump again in the...